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Tutorial on maximum likelihood estimation. (English) Zbl 1023.62112
Summary: I provide a tutorial exposition on maximum likelihood estimation (MLE). The intended audience of this tutorial are researchers who practice mathematical modeling of cognition but are unfamiliar with the estimation method. Unlike least-squares estimation, which is primarily a descriptive tool, MLE is a preferred method of parameter estimation in statistics and is an indispensable tool for many statistical modeling techniques, in particular in nonlinear modeling with non-normal data. The purpose of this paper is to provide a good conceptual explanation of the method with illustrative examples such that the reader can have a grasp of some of the basic principles.

MSC:
62P15 Applications of statistics to psychology
62F10 Point estimation
62-04 Software, source code, etc. for problems pertaining to statistics
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